The zlib v1.1.2.11 provides a make file to build the dll in windows platform. in my vs 2019, I follow below steps to build it.

1. go to the VS2019 install start-up folder in windows menu

2. run Developer Command Prompt for VS 2019
3. in the command prompt window, cd to your zlib folder
4. run command to build zlib: nmake -f win32/Makefile.msc